+835.4%
AMAT vs TW
+301.3%
+534.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.0% |
| 7D | +11.4% | +3.9% | +7.4% | +10.0% |
| 30D | -17.0% | +19.9% | -37.0% | -21.9% |
| 3M | -30.6% | +25.9% | -56.6% | -35.9% |
| 6M | -14.9% | +21.1% | -36.1% | -21.9% |
| YTD | +44.7% | +23.9% | +20.8% | +30.1% |
| 1Y | +66.9% | +21.2% | +45.7% | +51.3% |
| 3Y | +153.3% | +44.8% | +108.5% | +102.0% |
| 5Y | +146.2% | +41.4% | +104.8% | +92.2% |
| All | +835.4% | +301.3% | +534.1% | +396.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling